10 papers
Control Laguerre Tessellation: Semi-discrete Optimal Transport Over Control Systems
Ripon C. Sarker, Abhishek Halder
We study the optimal transport of optimally controlled agents from a compactly supported absolutely continuous source to a discrete target measure. The ground cost for the transpor…
A Generalized Sinkhorn Algorithm for Mean-Field Schrödinger Bridge
Asmaa Eldesoukey, Yongxin Chen, Abhishek Halder
The mean-field Schrödinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribu…
Nonlinear Non-Gaussian Density Steering with Input and Noise Channel Mismatch: Sinkhorn with Memory for Solving the Control-affine Schrödinger Bridge Problem
Georgiy A. Bondar, Asmaa Eldesoukey, Yongxin Chen +1
Solutions to the Schrödinger bridge problem and its generalizations yield feedback control policies for optimal density steering over a controlled diffusion. To numerically comput…
Schrödinger Bridge Over A Compact Connected Lie Group
Hamza Mahmood, Abhishek Halder, Adeel Akhtar
This work studies the Schrödinger bridge problem for the kinematic equation on a compact connected Lie group. The objective is to steer a controlled diffusion between given initia…
Control-affine Schrödinger Bridge and Generalized Bohm Potential
Alexis M. H. Teter, Abhishek Halder, Michael D. Schneider +4
The control-affine Schrödinger bridge concerns with a stochastic optimal control problem. Its solution is a controlled evolution of joint state probability density subject to a co…
Learning Concave Bid Shading Strategies in Online Auctions via Measure-valued Proximal Optimization
Iman Nodozi, Djordje Gligorijevic, Abhishek Halder
This work proposes a bid shading strategy for first-price auctions as a measure-valued optimization problem. We consider a standard parametric form for bid shading and formulate th…